Global X Emerging Markets ex-China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.45% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2652 | 11.06 | |
| 0.0269 | 1.98 | |
| 0.6332 | 22.77 | |
| 0.1977 | 4.39 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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